An Introduction To Wavelets And Other Filtering Methods In Finance And Economics
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An Introduction To Wavelets And Other Filtering Methods In Finance And Economics
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Author : Ramazan Gençay
language : en
Publisher: Elsevier
Release Date : 2001-10-12
An Introduction To Wavelets And Other Filtering Methods In Finance And Economics written by Ramazan Gençay and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-10-12 with Business & Economics categories.
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. - The first book to present a unified view of filtering techniques - Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series - Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
Computational Intelligence In Economics And Finance
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Author : Paul P. Wang
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Computational Intelligence In Economics And Finance written by Paul P. Wang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.
Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.
Wavelet Theory And Its Applications
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Author : Sudhakar Radhakrishnan
language : en
Publisher: BoD – Books on Demand
Release Date : 2018-10-03
Wavelet Theory And Its Applications written by Sudhakar Radhakrishnan and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-03 with Computers categories.
This book is intended to attract the attention of practitioners and researchers in the academia and industry interested in challenging paradigms of wavelets and its application with an emphasis on the recent technological developments. All the chapters are well demonstrated by various researchers around the world covering the field of mathematics and applied engineering. This book highlights the current research in the usage of wavelets in different areas such as biomedical analysis, fringe-pattern analysis, image applications, network data transfer applications, and optical measurement techniques. The entire work available in the book is mainly focusing on researchers who can do quality research in the area of the usage of wavelets in related fields. Each chapter is an independent research, which will definitely motivate the young researchers to ponder on. These 12 chapters available in four sections will be an eye opener for all who are doing systematic research in these fields.
Credit Default Swap Markets In The Global Economy
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Author : Go Tamakoshi
language : en
Publisher: Routledge
Release Date : 2018-01-19
Credit Default Swap Markets In The Global Economy written by Go Tamakoshi and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-19 with Business & Economics categories.
This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching upon how they were affected by the recent financial turmoil. The book uses empirical analysis on credit default swap markets, applying advanced econometric methodologies to the time series data. It covers not only well-studied sovereign credit default swap markets but also sector credit default swap indices (i.e., CDS index for the banking sector) and corporate credit default swap indices (i.e., Markit iTraxx Japan CDS index), which have not been fully examined by the previous literature. The book also investigates causality and co-movement among several credit default swap markets, or between CDS and other financial markets.
Soft Computing In Capital Market
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Author : Jibendu Kumar Mantri
language : en
Publisher: Universal-Publishers
Release Date : 2014-06-03
Soft Computing In Capital Market written by Jibendu Kumar Mantri and has been published by Universal-Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-03 with Business & Economics categories.
Computational Finance, an exciting new cross-disciplinary research area, depends extensively on the tools and techniques of computer science, statistics, information systems and financial economics for educating the next generation of financial researchers, analysts, risk managers, and financial information technology professionals. This new discipline, sometimes also referred to as "Financial Engineering" or "Quantitative Finance" needs professionals with extensive skills both in finance and mathematics along with specialization in computer science. Soft-Computing in Capital Market hopes to fulfill the need of applications of this offshoot of the technology by providing a diverse collection of cross-disciplinary research. This edited volume covers most of the recent, advanced research and practical areas in computational finance, starting from traditional fundamental analysis using algebraic and geometric tools to the logic of science to explore information from financial data without prejudice. Utilizing various methods, computational finance researchers aim to determine the financial risk with greater precision that certain financial instruments create. In this line of interest, twelve papers dealing with new techniques and/or novel applications related to computational intelligence, such as statistics, econometrics, neural- network, and various numerical algorithms are included in this volume.
Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes
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Author : Cheng Few Lee
language : en
Publisher: World Scientific
Release Date : 2020-07-30
Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes written by Cheng Few Lee and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-30 with Business & Economics categories.
This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Financial Market Risk
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Author : Cornelis Los
language : en
Publisher: Routledge
Release Date : 2003-07-24
Financial Market Risk written by Cornelis Los and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-24 with Business & Economics categories.
This book covers the latest theories and empirical findings of financial risk, its measurement and management, and its applications in the world of finance.
Econophysics Of Markets And Business Networks
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Author : Arnab Chatterjee
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-06
Econophysics Of Markets And Business Networks written by Arnab Chatterjee and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-06 with Science categories.
Econophysics research studies, which apply methods developed by physicists to solve problems in economics, enable you to deepen your understanding of what financial systems are and how they operate. Articles in this book identify and explain the statistical behavior of the underlying networks in trading, banking, and stock markets as well as other financial systems. Authors also debate the latest issues arising from these econophysics studies.
Wavelet Theory
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Author : Somayeh Mohammady
language : en
Publisher: BoD – Books on Demand
Release Date : 2021-02-24
Wavelet Theory written by Somayeh Mohammady and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-24 with Mathematics categories.
The wavelet is a powerful mathematical tool that plays an important role in science and technology. This book looks at some of the most creative and popular applications of wavelets including biomedical signal processing, image processing, communication signal processing, Internet of Things (IoT), acoustical signal processing, financial market data analysis, energy and power management, and COVID-19 pandemic measurements and calculations. The editor’s personal interest is the application of wavelet transform to identify time domain changes on signals and corresponding frequency components and in improving power amplifier behavior.
Wavelet Methods In Statistics With R
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Author : Guy Nason
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-25
Wavelet Methods In Statistics With R written by Guy Nason and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-25 with Mathematics categories.
This book contains information on how to tackle many important problems using a multiscale statistical approach. It focuses on how to use multiscale methods and discusses methodological and applied considerations.